Access Statistics for Richard Ashley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Bispectral Test for Nonlinear Serial Dependence 0 0 0 81 0 3 9 285
Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis 0 0 1 100 2 3 11 311
Beyond Optimal Forecasting 1 1 1 89 1 1 4 258
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 1 19 0 1 10 52
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 1 1 5 130 1 1 13 545
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 53 0 2 6 164
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 1 30 0 0 6 29
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 1 36 0 3 14 74
Growth May Be Good for the Poor, But Decline is Disastrous: On the Non-Robustness of the Dollar-Kraay "Growth is Good for the Poor" Result 0 0 0 70 0 1 9 300
International Evidence On The Oil Price-Real Output Relationship: Does Persistence Matter?* 0 0 0 21 0 2 15 47
Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve 0 0 0 60 0 1 9 305
Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback 0 0 4 92 0 2 17 418
On the Granger Causality between Median Inflation and Price Dispersion 0 0 1 88 1 2 11 203
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 58 0 0 4 109
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 5 24 1 6 23 28
Re-Examining the Impact of Housing Wealth and Stock Wealth on Household Spending: Does Persistence in Wealth Changes Matter? 0 0 1 9 1 1 10 33
Sensitivity Analysis For Inference In 2SLS Estimation With Possibly-Flawes Instruments 0 0 2 29 0 3 18 60
Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions 1 2 3 54 2 4 17 57
Total Working Papers 3 4 26 1,043 9 36 206 3,278


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Bispectral Test for NonLinear Serial Dependence 0 0 0 34 1 5 16 152
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 6 0 1 9 61
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 0 11 0 1 10 54
A Simple Test for Regression Parameter Instability 0 0 0 0 0 0 6 276
A new technique for postsample model selection and validation 0 0 0 26 0 2 9 131
ARE TECHNOLOGY SHOCKS NONLINEAR? 1 1 1 11 1 2 12 78
Adaptive co-management and network learning in the Room for the River programme 0 0 1 1 0 1 8 12
Advertising and Aggregate Consumption: An Analysis of Causality 2 3 6 381 3 5 22 1,251
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 1 1 2 5 2 2 10 25
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 6 0 1 7 47
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 1 1 1 1 3 7 15 19
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 1 35 2 5 19 135
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 1 2 3 22 2 3 12 56
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 1 27 0 1 7 73
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 1 1 1 52 1 2 11 259
Further Results on Inventories and Price Stickiness 0 0 0 14 0 1 11 85
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 2 11 0 1 9 50
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 0 1 9 148
Linear versus Nonlinear Macroeconomies: A Statistical Test 1 1 1 70 2 7 17 451
Measuring Measurement Error in Economic Time Series 0 0 0 0 1 2 11 260
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 0 1 5 2 4 17 319
On the Granger causality between median inflation and price dispersion 0 0 0 15 0 1 10 64
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 0 1 6 142
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 3 1 3 6 22
On the relative worth of recent macroeconomic forecasts 0 0 0 55 0 1 11 145
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 0 0 3 30
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 1 7 1 1 8 27
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 0 2 4 1 1 12 23
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 0 1 4 210
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 1 1 3 52 1 2 15 314
Time series analysis of residuals from the St. Louis model 0 0 0 24 0 1 4 120
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 1 1 3 28 1 2 12 116
Wages and profits: A comment 0 0 0 1 0 0 5 32
Total Journal Articles 10 12 30 976 25 68 343 5,187


Statistics updated 2017-04-03